Browsing Publikasjoner fra CRIStin (NHH) by Author "Doppelhofer, Gernot Peter"
Now showing items 1-1 of 1
-
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model
Crespo Cuaresma, Jesus; Doppelhofer, Gernot Peter; Feldkircher, Martin; Huber, Florian (Journal article; Peer reviewed, 2019)The paper develops a global vector auto-regressive model with time varying parameters and stochastic volatility to analyse whether international spillovers of US monetary policy have changed over time. The model proposed ...